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Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic
Vol: 36/2021 Author name: Fry-McKibbin R; Greenwood-Nimmo M; Hsiao CYL; Qi L Year: 2021 Month: April
  • Fry-McKibbin
  • Greenwood-Nimmo
  • Hsiao
  • Qi
  • COVID-19 and the Macroeconomy
  • Finance and the Macroeconomy program
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Measuring Financial Interdependence in Asset Returns with an Application to Euro Zone Equities
Vol: 05/2018 Authors: Renée Fry-McKibbin, Cody Yu-Ling Hsiao, Vance L. Martin Month: January Year: 2018
  • Fry-McKibbin
  • Hsiao
  • Martin
  • Finance and the Macroeconomy
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Joint Tests of Contagion with Applications to Financial Crises
Vol: 65/2017 Authors: Renée Fry-McKibbin, Cody Yu-Ling Hsiao, Vance L. Martin Month: October Year: 2017
  • Fry-McKibbin
  • Hsiao
  • Martin
  • Finance and the Macroeconomy
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Joint Tests of Contagion with Applications to Financial Crises
Vol: 23/2017 Authors: Renée Fry-McKibbin, Cody Yu-Ling Hsiao, Vance L. Martin Month: March Year: 2017
  • Fry-McKibbin
  • Hsiao
  • Martin
  • Finance and the Macroeconomy
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Extremal Dependence and Contagion
Vol: 38/2014 Authors: Renée Fry-McKibbin, Cody Yu-Ling Hsiao Month: May Year: 2014
  • Fry-McKibbin
  • Hsiao
  • Finance and the Macroeconomy
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A Regime Switching Skew-normal Model for Measuring Financial Crisis and Contagion
Vol: 15/2013 Authors: Joshua C.C. Chan, Cody Yu-Ling Hsiao, Renée A. Fry-McKibbin Month: March Year: 2013
  • Chan
  • Hsiao
  • Fry-McKibbin
  • Model Uncertainty and Macro-Econometrics
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Estimation of Stochastic Volatility Models with Heavy Tails and Serial Dependence
Vol: 74/2013 Authors: Joshua C C Chan, Cody Y L Hsiao Month: November Year: 2013
  • Chan
  • Hsiao
  • Model Uncertainty and Macro-Econometrics
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Actually This Time Is Different
Vol: 12/2011 Authors: Renée Fry, Cody Yu-Ling Hsiao, Chrismin Tang Month: June Year: 2011
  • Fry-McKibbin
  • Hsiao
  • Tang C
  • Finance and the Macroeconomy